Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.075 -0.01 Show Price Chart 99.085 99.09 99.075 163,117
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'055 -0'120 Show Price Chart 131'160 131'235 131'020 1,204,719
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'075 -0'195 Show Price Chart 144'245 145'030 144'015 63,841
30 Day Federal Funds Futures ZQX6 NOV 2016 NOV 2016 99.585 0.00 Show Price Chart 99.59 99.59 99.58 13,922
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'110 -0'065 Show Price Chart 101'185 101'185 101'100 2,428
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'085 -0'150 Show Price Chart 102'230 102'255 102'055 1,625
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.075 -0.01 Show Price Chart 99.085 99.09 99.075 163,117
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.05 -0.01 Show Price Chart 99.065 99.07 99.045 155,700
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.015 -0.01 Show Price Chart 99.035 99.04 99.01 163,806
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.98 -0.015 Show Price Chart 99.00 99.01 98.975 173,331
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.935 -0.02 Show Price Chart 98.96 98.97 98.93 213,838
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.915 -0.025 Show Price Chart 98.94 98.955 98.91 115,506
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.885 -0.025 Show Price Chart 98.915 98.93 98.875 109,792
Eurodollar Futures GEU8 SEP 2018 SEP 2018 98.85 -0.03 Show Price Chart 98.88 98.90 98.845 93,455
30 Day Federal Funds Futures ZQX6 NOV 2016 NOV 2016 99.585 0.00 Show Price Chart 99.59 99.59 99.58 13,922
2-Year Eurodollar Bundle Futures BU2Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5Z6 DEC 2016 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTZ6 DEC 2016 DEC 2016 109'072 -0'017 Show Price Chart 109'092 109'102 109'070 263,326
5-Year T-Note Futures ZFZ6 DEC 2016 DEC 2016 121'167 -0'065 Show Price Chart 121'227 121'270 121'152 544,359
10-Year T-Note Futures ZNZ6 DEC 2016 DEC 2016 131'055 -0'120 Show Price Chart 131'160 131'235 131'020 1,204,719
Ultra 10-Year U.S. Treasury Note Futures TNZ6 DEC 2016 DEC 2016 144'075 -0'195 Show Price Chart 144'245 145'030 144'015 63,841
Ultra U.S. Treasury Bond Futures UBZ6 DEC 2016 DEC 2016 184'02 -1'31 Show Price Chart 185'28 186'16 183'10 75,040
U.S. Treasury Bond Futures ZBZ6 DEC 2016 DEC 2016 168'11 -1'09 Show Price Chart 169'17 170'01 167'30 228,652

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UZ6 DEC 2016 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UZ6 DEC 2016 101'115 -0'060 Show Price Chart 101'185 101'185 101'100 2,403
7-Year USD MAC Swap Futures S1UZ6 DEC 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UZ6 DEC 2016 102'085 -0'150 Show Price Chart 102'230 102'255 102'055 1,602
20-Year USD MAC Swap Futures E1UZ6 DEC 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UZ6 DEC 2016 110'00 -1'21 Show Price Chart 111'08 111'08 110'00 2
2-Year Euro MAC Swap Futures T1EZ6 DEC 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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